+97.0%
CFG vs EOSE
-69.1%
+166.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.7% |
| 7D | -0.6% | +15.0% | -15.5% | -1.3% |
| 30D | -4.5% | +2.5% | -7.0% | -4.9% |
| 3M | +6.3% | -33.7% | +40.0% | +7.7% |
| 6M | +20.6% | -32.7% | +53.3% | +21.0% |
| YTD | +21.2% | -63.8% | +85.0% | +24.1% |
| 1Y | +38.2% | -40.5% | +78.7% | +36.8% |
| 3Y | +185.9% | +50.4% | +135.6% | +151.0% |
| 5Y | +97.0% | -68.6% | +165.5% | +85.5% |
| All | +97.0% | -69.1% | +166.0% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EOSE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling